Soo, I found a way how to put buildings into buildings.

After having built a barn, I figured that surely I couldn't build a Pilgrim's Hovel in it.
it worked.
https://i.ytimg.com/vi/WLBfUdFw8Oo/maxresdefault.jpg
it worked.
https://i.ytimg.com/vi/WLBfUdFw8Oo/maxresdefault.jpg